Sur la représentation des F t − = σ{B s − , s≤t})-martingales

Hu, Y.

doi:10.1007/BFb0094220

Y. Hu¹

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Laboratoire de Probabilités, Université Paris VI, Tour 56, 4 Place Jussieu, 75252, Paris Cedex 05, France
Y. Hu

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Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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Hu, Y. (1995). Sur la représentation des F ⁻_t = σ{B ⁻_s , s≤t})-martingales. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094220

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DOI: https://doi.org/10.1007/BFb0094220
Published: 14 October 2006
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60219-4
Online ISBN: 978-3-540-44744-3
eBook Packages: Springer Book Archive

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Sur la représentation des F − t = σ{B − s , s≤t})-martingales